Improve pairlist tests
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@ -36,8 +36,8 @@ class VolumePairList(IPairList):
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if not self._exchange.exchange_has('fetchTickers'):
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if not self._exchange.exchange_has('fetchTickers'):
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raise OperationalException(
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raise OperationalException(
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'Exchange does not support dynamic whitelist.'
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'Exchange does not support dynamic whitelist. '
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'Please edit your config and restart the bot'
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'Please edit your config and restart the bot.'
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)
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)
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if not self._validate_keys(self._sort_key):
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if not self._validate_keys(self._sort_key):
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@ -34,6 +34,28 @@ def whitelist_conf(default_conf):
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return default_conf
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return default_conf
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@pytest.fixture(scope="function")
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def whitelist_conf_2(default_conf):
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default_conf['stake_currency'] = 'BTC'
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default_conf['exchange']['pair_whitelist'] = [
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'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
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'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
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]
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default_conf['exchange']['pair_blacklist'] = [
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'BLK/BTC'
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]
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default_conf['pairlists'] = [
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# { "method": "StaticPairList"},
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{
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"method": "VolumePairList",
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"number_assets": 5,
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"sort_key": "quoteVolume",
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"refresh_period": 0,
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},
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]
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return default_conf
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@pytest.fixture(scope="function")
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@pytest.fixture(scope="function")
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def static_pl_conf(whitelist_conf):
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def static_pl_conf(whitelist_conf):
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whitelist_conf['pairlists'] = [
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whitelist_conf['pairlists'] = [
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@ -119,24 +141,49 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
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mocker.patch.multiple(
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=shitcoinmarkets),
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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)
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# argument: use the whitelist dynamically by exchange-volume
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
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freqtrade.pairlists.refresh_pairlist()
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freqtrade.pairlists.refresh_pairlist()
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assert whitelist == freqtrade.pairlists.whitelist
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assert whitelist == freqtrade.pairlists.whitelist
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whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
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whitelist_conf['pairlists'] = [{'method': 'VolumePairList'}]
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'config': {}
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}
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]
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with pytest.raises(OperationalException,
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with pytest.raises(OperationalException,
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match=r'`number_assets` not specified. Please check your configuration '
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match=r'`number_assets` not specified. Please check your configuration '
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r'for "pairlist.config.number_assets"'):
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r'for "pairlist.config.number_assets"'):
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PairListManager(freqtrade.exchange, whitelist_conf)
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PairListManager(freqtrade.exchange, whitelist_conf)
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def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_conf_2):
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tickers_dict = tickers()
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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exchange_has=MagicMock(return_value=True),
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)
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# Remove caching of ticker data to emulate changing volume by the time of second call
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mocker.patch.multiple(
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'freqtrade.pairlist.pairlistmanager.PairListManager',
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_get_cached_tickers=MagicMock(return_value=tickers_dict),
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)
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freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2)
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# Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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markets=PropertyMock(return_value=shitcoinmarkets),
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)
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whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
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freqtrade.pairlists.refresh_pairlist()
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assert whitelist == freqtrade.pairlists.whitelist
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whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']
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tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0
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freqtrade.pairlists.refresh_pairlist()
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assert whitelist == freqtrade.pairlists.whitelist
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def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
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mocker.patch.multiple(
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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'freqtrade.exchange.Exchange',
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@ -267,16 +314,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
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default_conf['pairlists'] = [{'method': 'VolumePairList',
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default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
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'config': {'number_assets': 10}
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}]
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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mocker.patch.multiple('freqtrade.exchange.Exchange',
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get_tickers=tickers,
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get_tickers=tickers,
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exchange_has=MagicMock(return_value=False),
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exchange_has=MagicMock(return_value=False),
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)
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)
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with pytest.raises(OperationalException):
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with pytest.raises(OperationalException,
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match=r'Exchange does not support dynamic whitelist.*'):
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get_patched_freqtradebot(mocker, default_conf)
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get_patched_freqtradebot(mocker, default_conf)
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